Why do multiple keyboard inputs stop playing an action?
This is because an and controller requires all connected sensors to be true to pass a signal to the actuator. An or controller requires that at least one of the inputs is true.

Think of it this way: 


An and controller requires both sensor 1 and sensor 2 to be true.
An or controller requires either sensor 1 or sensor 2 to be true.


This is just boolean logic, see the wiki for more details.